+305.0%
QCOM vs OKTA
+668.6%
-363.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +13.0% | +6.6% | +6.4% | +11.4% |
| 30D | +0.2% | -19.4% | +19.6% | +4.9% |
| 3M | +9.2% | +23.9% | -14.7% | +2.6% |
| 6M | -15.0% | +130.9% | -145.9% | -32.5% |
| YTD | +5.2% | +111.1% | -105.9% | -15.8% |
| 1Y | +2.4% | +115.5% | -113.2% | -18.5% |
| 3Y | +52.0% | +169.4% | -117.4% | +11.6% |
| 5Y | +19.7% | -30.2% | +49.9% | +11.1% |
| All | +305.0% | +668.6% | -363.6% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling